+356.0%
ISRG vs FTI
+304.2%
+51.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.1% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -7.6% | +12.3% | -19.9% | -9.6% |
| 3M | -16.4% | +13.8% | -30.1% | -18.7% |
| 6M | -28.6% | +24.3% | -52.8% | -32.0% |
| YTD | -38.2% | +75.8% | -113.9% | -45.1% |
| 1Y | -25.5% | +99.6% | -125.1% | -35.5% |
| 3Y | +17.4% | +278.4% | -261.0% | -11.8% |
| 5Y | -3.0% | +1,168.7% | -1,171.7% | -44.7% |
| 10Y | +356.0% | +297.5% | +58.4% | +183.1% |
| All | +356.0% | +304.2% | +51.7% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling